Skip to content

TSF

Two Stage Forecasting (TSF) for Long Memory Time Series in Presence of Structural Break

v0.1.1 · Jul 14, 2017 · GPL

Description

Forecasting of long memory time series in presence of structural break by using TSF algorithm by Papailias and Dias (2015) <doi:10.1016/j.ijforecast.2015.01.006>.

Downloads

202

Last 30 days

22310th

458

Last 90 days

1.7K

Last year

Trend: +40.3% (30d vs prior 30d)

CRAN Check Status

5 NOTE
9 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 NOTE
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (5 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Dr. Ranjit Kumar Paul <ranjitstat@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Sandipan",
                      family = "Samanta",
                      role = "aut"),
               person(given = c("Ranjit", "Kumar"),
                      family = "Paul",
                      role = "aut"),
               person(given = "Dipankar",
                      family = "Mitra",
                      role = "aut"),
               person(given = c("Dr.", "Ranjit", "Kumar"),
                      family = "Paul",
                      role = "cre",
                      email = "ranjitstat@gmail.com"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Dr. Ranjit Kumar Paul <ranjitstat@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Sandipan",
                      family = "Samanta",
                      role = "aut"),
               person(given = c("Ranjit", "Kumar"),
                      family = "Paul",
                      role = "aut"),
               person(given = "Dipankar",
                      family = "Mitra",
                      role = "aut"),
               person(given = c("Dr.", "Ranjit", "Kumar"),
                      family = "Paul",
                      role = "cre",
                      email = "ranjitstat@gmail.com"))
as necessary.
NOTE r-oldrel-macos-arm64

LazyData

'LazyData' is specified without a 'data' directory
NOTE r-oldrel-macos-x86_64

LazyData

'LazyData' is specified without a 'data' directory
NOTE r-oldrel-windows-x86_64

LazyData

'LazyData' is specified without a 'data' directory

Check History

NOTE 9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Dr. Ranjit Kumar Paul <ranjitstat@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Sandipan",
                      family = "Samanta",
                      role = "aut"),
        
...[truncated]...
= "Mitra",
                      role = "aut"),
               person(given = c("Dr.", "Ranjit", "Kumar"),
                      family = "Paul",
                      role = "cre",
                      email = "ranjitstat@gmail.com"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Dr. Ranjit Kumar Paul <ranjitstat@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Sandipan",
                      family = "Samanta",
                      role = "aut"),
        
...[truncated]...
= "Mitra",
                      role = "aut"),
               person(given = c("Dr.", "Ranjit", "Kumar"),
                      family = "Paul",
                      role = "cre",
                      email = "ranjitstat@gmail.com"))
as necessary.
NOTE r-oldrel-macos-arm64

LazyData

'LazyData' is specified without a 'data' directory
NOTE r-oldrel-macos-x86_64

LazyData

'LazyData' is specified without a 'data' directory
NOTE r-oldrel-windows-x86_64

LazyData

'LazyData' is specified without a 'data' directory

Dependency Network

Dependencies Reverse dependencies fracdiff forecast TSF

Version History

new 0.1.1 Mar 10, 2026